+110.9%
SNOW vs NIO
-62.6%
+173.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -5.3% |
| 7D | +2.8% | -13.0% | +15.8% | +4.2% |
| 30D | +6.4% | -18.3% | +24.7% | +8.6% |
| 3M | +38.1% | -33.2% | +71.3% | +43.4% |
| 6M | +100.4% | -21.5% | +121.9% | +103.1% |
| YTD | +53.7% | -25.5% | +79.2% | +56.3% |
| 1Y | +52.0% | -38.0% | +90.0% | +57.4% |
| All | +110.9% | -62.6% | +173.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling